MATLABforFinancialApplications

Course Highlight

This three-day course provides a comprehensive introduction to the MATLAB® technical computing environment for financial professionals. The course is intended for beginning users and those looking for a review. No prior programming experience or knowledge of MATLAB is assumed. Themes of data analysis, visualization, modeling, and programming are explored throughout the course, with an emphasis on practical application to finance, such as time-series analysis, Monte Carlo simulation, portfolio management, and analysis. Topics include:

Upon the completion of the course, the participants will gain a comprehensive understanding of MATLAB as a programming language and data analysis environment which is essential and useful for designing and building financial systems.

Prerequisites

No prior knowledge of MATLAB is required. Familiarity with basic computer operations is recommended.

Course Outline

Day 1 of 3

Working with the MATLAB User Interface

Objective: Become familiar with the main features of the MATLAB integrated design environment and its user interfaces. Interactively create customized visualizations that can later be used for financial reporting.

Importing data from files

Saving and loading variables

Visualizing data interactively

Exporting and customizing graphics

Sharing graphical results

Variables and Commands

Objective: Enter MATLAB commands, with an emphasis on creating and accessing numerical and text data. Collect MATLAB commands into code files for reproduction and automation. Learn how to perform tasks such as data import, analysis and report generation.

Entering commands

Creating numerical and text variables

Finding help and documentation

Importing data programmatically

Accessing and modifying values in variables

Creating and running scripts

Visualizing Results

Objective: Create informative visualizations of numeric and time-based data. Enhance the appearance of charts by customizing graphics and annotations.

Visualizing data

Customizing graphics options

Working with individual graphics components

Annotation

Converting between numbers and text

Data Analysis

Objective: Perform mathematical and statistical calculations on numerical data. Use MATLAB syntax to perform preprocessing and analysis tasks on multiple price series with single commands.

Performing calculations on data

Interpreting matrix data

Using matrices for analysis

Day 2 of 3

Dates and Times

Objective: Use variables to represent and manipulate dates and time durations. Extract components of dates and durations as numeric variables.

Representing dates and durations

Performing calculations with dates and durations

Extracting numeric components of dates and durations

Plotting with dates

Working with Tabular Data

Objective: Import data as a MATLAB table. Work with tabular financial datasets that include mixed data types.